Application
Gumbel has shown that the maximum value (or last order statistic) in a sample of a random variable following an exponential distribution approaches the Gumbel distribution closer with increasing sample size.
In hydrology, therefore, the Gumbel distribution is used to analyze such variables as monthly and annual maximum values of daily rainfall and river discharge volumes, and also to describe droughts.
Gumbel has also shown that the estimator r / (n+1) for the probability of an event - where r is the rank number of the observed value in the data series and n is the total number of observations - is an unbiased estimator of the cumulative probability around the mode of the distribution. Therefore, this estimator is often used as a plotting position.
The blue picture illustrates an example of fitting the Gumbel distribution to ranked maximum one-day October rainfalls showing also the 90% confidence belt based on the binomial distribution. The rainfall data are represented by the plotting position r / (n+1) as part of the cumulative frequency analysis.
Read more about this topic: Gumbel Distribution
Famous quotes containing the word application:
“It would be disingenuous, however, not to point out that some things are considered as morally certain, that is, as having sufficient certainty for application to ordinary life, even though they may be uncertain in relation to the absolute power of God.”
—René Descartes (1596–1650)
“Great abilites are not requisite for an Historian; for in historical composition, all the greatest powers of the human mind are quiescent. He has facts ready to his hand; so there is no exercise of invention. Imagination is not required in any degree; only about as much as is used in the lowest kinds of poetry. Some penetration, accuracy, and colouring, will fit a man for the task, if he can give the application which is necessary.”
—Samuel Johnson (1709–1784)
“The application requisite to the duties of the office I hold [governor of Virginia] is so excessive, and the execution of them after all so imperfect, that I have determined to retire from it at the close of the present campaign.”
—Thomas Jefferson (1743–1826)